Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1376422.8532 | 1288009.1154 | 88413.7378 | 1078516.0734 | 245564.8493 | 832951.2241 |
Total P&L (%) | 1376.4229 | 1288.0091 | 88.4137 | 1078.5161 | 245.5648 | 832.9512 |
Avg Daily Profit (%) | 0.745 | 0.6971 | 0.0479 | 0.1336 | 0.0671 | 0.1209 |
Buy And Hold Return (%) | 45.3711 | 45.3711 | 45.3711 | 45.3711 | 45.3711 | 45.3711 |
Max Trade Drawdown | -107804 | -101346 | -110685 | -2651300 | -2508548 | -1092255 |
Profit Factor | 2.8954 | 4.7116 | 1.2332 | 1.1008 | 1.0454 | 1.1575 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Profitability (%) | 35.6757 | 33.3333 | 38.0435 | 35.6757 | 33.3333 | 38.0435 |
Ratio Avg Win / Avg Loss | 5.2204 | 9.4233 | 2.0083 | 1.9847 | 2.0907 | 1.8851 |
Largest Winning Trade | 1179449 | 1179449 | 61229 | 1602581 | 1602581 | 664692 |
Largest Losing Trade | -33419 | -13199 | -33419 | -734942 | -457545 | -734942 |
Avg Bars in Trades | 58 | 50 | 65 | 58 | 50 | 65 |
Avg Bars in Winners | 118 | 105 | 129 | 118 | 105 | 129 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 10765 | 4694 | 6071 | 10765 | 4694 | 6071 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490383 | 470974 | -140407 | -127419 | -280661 | -82249 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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